+638.0%
XYZ vs PEGA
+99.2%
+538.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.9% | +7.5% | +6.0% |
| 7D | +14.9% | -10.0% | +24.9% | +22.3% |
| 30D | +14.7% | -12.7% | +27.3% | +23.9% |
| 3M | +12.1% | -4.6% | +16.7% | +13.6% |
| 6M | +18.3% | -13.1% | +31.4% | +24.4% |
| YTD | +36.1% | -47.6% | +83.6% | +90.9% |
| 1Y | +35.3% | -47.0% | +82.3% | +87.2% |
| 3Y | +73.5% | +42.0% | +31.5% | -5.1% |
| 5Y | -61.6% | -47.8% | -13.8% | -53.5% |
| 10Y | +638.0% | +92.0% | +546.0% | +351.1% |
| All | +638.0% | +99.2% | +538.8% | +351.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling